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~isPartOf:"China economic review : an international journal"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international money and finance"
~isPartOf:"The Korean economic review"
~person:"Beverly, Josh"
~person:"Degiannakis, Stavros"
~person:"Spagnolo, Nicola"
~subject:"1990-2010"
~subject:"Capital income"
~subject:"Emerging economies"
~subject:"Equity fund flows"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"South Korea"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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1990-2010
Capital income
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Volatility
11
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Beverly, Josh
Degiannakis, Stavros
Spagnolo, Nicola
Ma, Feng
18
Hammoudeh, Shawkat
9
Gupta, Rangan
8
Caporale, Guglielmo Maria
7
Liang, Chao
7
Huang, Dengshi
6
Kang, Sang Hoon
6
Lu, Xinjie
6
Uddin, Mohammed Gazi Salah
6
Yarovaya, Larisa
6
Yin, Libo
6
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5
Brooks, Robert
5
Filis, George
5
Gil-Alaña, Luis A.
5
Lau, Chi Keung
5
Li, Yan
5
McAleer, Michael
5
Wang, Jiqian
5
Wei, Yu
5
Wohar, Mark E.
5
Abakah, Emmanuel Joel Aikins
4
An, Haizhong
4
Balli, Faruk
4
Brzeszczyński, Janusz
4
Choudhry, Taufiq
4
Do, Hung Xuan
4
Floros, Christos
4
Han, Liyan
4
Kumar, Dilip
4
Lin, Boqiang
4
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4
Malik, Farooq
4
Mensi, Walid
4
Nguyen, Duc Khuong
4
Sun, Qingru
4
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4
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China economic review : an international journal
Empirical economics : a quarterly journal of the Institute for Advanced Studies
International review of economics & finance : IREF
International review of financial analysis
Journal of international money and finance
The Korean economic review
Economics and finance working paper series
13
CESifo working papers
12
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
CESifo Working Paper Series
6
DIW Berlin Discussion Paper
5
The energy journal
4
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3
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3
Research in international business and finance
3
Working Paper / Bank of Greece
3
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2
Economics letters
2
Energy economics
2
Journal of international financial markets, institutions & money
2
Review of international economics
2
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1
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1
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1
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1
Economics and Business Letters : EBL
1
Emerging markets review
1
Handbook of frontier markets : evidence from Mittle East North Africa and International Comparative Studies
1
IMF working paper
1
IMF working papers
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of forecasting
1
Journal of economic integration
1
Journal of empirical finance
1
Journal of forecasting
1
Open economies review
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Review of economics
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Review of quantitative finance and accounting
1
The European journal of finance
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ECONIS (ZBW)
11
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1
The dynamics of labor force participation : is all quiet on the Appalachian front?
Beverly, Josh
;
Stewart, Shamar L.
;
Neill, Clinton L.
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2867-2898
Persistent link: https://www.econbiz.de/10014388998
Saved in:
2
Equity fund flows and stock market returns in the USA before and after the global financial crisis : a VAR-GARCH-in-mean analysis
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
2
,
pp. 539-555
Persistent link: https://www.econbiz.de/10012490280
Saved in:
3
International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
- In:
Journal of international money and finance
76
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
Saved in:
4
Forecasting oil price realized volatility using information channels from other asset classes
Degiannakis, Stavros
;
Filis, George
- In:
Journal of international money and finance
76
(
2017
),
pp. 28-49
Persistent link: https://www.econbiz.de/10011788055
Saved in:
5
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
6
Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries
Boldanov, Rustam
;
Degiannakis, Stavros
;
Filis, George
- In:
International review of financial analysis
48
(
2016
),
pp. 209-220
Persistent link: https://www.econbiz.de/10011624489
Saved in:
7
Macro news and stock returns in the Euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
International review of financial analysis
45
(
2016
),
pp. 180-188
Persistent link: https://www.econbiz.de/10011581967
Saved in:
8
Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
China economic review : an international journal
34
(
2015
),
pp. 311-321
Persistent link: https://www.econbiz.de/10011459802
Saved in:
9
Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
Journal of international money and finance
54
(
2015
),
pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
Saved in:
10
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
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